From 6c4e966912a058eb6f42f38189249e7688e13a32 Mon Sep 17 00:00:00 2001 From: Roman Shterenzon Date: Fri, 29 Sep 2017 22:54:34 +0300 Subject: [PATCH] Fix for https://github.com/QuantSoftware/QuantSoftwareToolkit/issues/66 https://github.com/QuantSoftware/QuantSoftwareToolkit/pull/69 --- QSTK/qstkstudy/EventProfiler.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/QSTK/qstkstudy/EventProfiler.py b/QSTK/qstkstudy/EventProfiler.py index 606802e18..d9126766e 100644 --- a/QSTK/qstkstudy/EventProfiler.py +++ b/QSTK/qstkstudy/EventProfiler.py @@ -32,7 +32,7 @@ def eventprofiler(df_events_arg, d_data, i_lookback=20, i_lookforward=20, tsu.returnize0(df_rets.values) if b_market_neutral == True: - df_rets = df_rets - df_rets[s_market_sym] + df_rets = df_rets.subtract(df_rets[s_market_sym], axis='index') del df_rets[s_market_sym] del df_events[s_market_sym]